Sobolev and BV functions in infinite dimension

In Hilbert or Banach spaces $X$ endowed with a good probability measure $\mu$ there are a few "natural" definitions of Sobolev spaces and of spaces of bounded variation functions. The available theory deals mainly with Gaussian measures and Sobolev and BV functions defined in the whole $X$, while the study and Sobolev and BV spaces in domains, and/or with respect to non Gaussian measures, is largely to be developed. As in finite dimension, Sobolev and BV functions are tools for the study of different problems, in particular for PDEs with infinitely many variables, arising in mathematical physics in the modeling of systems with an infinite number of degrees of freedom, and in stochastic PDEs through Kolmogorov equations. In this talk I will describe some of the main features and open problems concerning such function spaces.